Does Market Volatility Affects Hedge Effectiveness? An Empirical Investigation of Time-Invariant and Time-Varying Hedges During Period of Financial Crisis in Indian Futures Market
Year of publication: |
2010
|
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Authors: | Nageswara Rao, S.V.D. |
Other Persons: | Thakur, Sanjay Kumar (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Hedging | Volatilität | Volatility | Indien | India | Schätzung | Estimation | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Derivat | Derivative |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1663373 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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